Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
Won-hyeok Choi
affiliation not provided to SSRN
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
204
TOTAL CITATIONS
0
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Spurious Mean-Reversion of Stock Prices in the State-Space Model
KAIST College of Business Working Paper Series No. 2008-010
Number of pages: 28
Posted: 02 Jun 2008
Won-hyeok Choi,
Duk Bin Jun
,
Dong Soo Kim
and
Jaesun Noh
affiliation not provided to SSRN
, College of Business, Korea Advanced Institute of Science and Technology (KAIST), Ohio State University (OSU) - Fisher College of Business and Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Downloads
204
(303,221)
View PDF
Download
Abstract:
State-space model, ARIMA, Mean-reversion, Correlated noise process
Feedback
